jgrusewski
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7fb14c47a0
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feat: multi-strategy execution layer (domain netting + Broker port + ExecutionService)
Layer-by-layer: domain/portfolio (Book + StrategyAllocation + compute_target_weights — nets many
sleeves, incl. same market, into per-market targets capped at gross leverage) | ports/broker (Broker
contract + Order/AccountState DTOs) | application/execution (ExecutionService: net → reconcile vs
broker → whole-share orders with entry-floor/hysteresis, behind the hard-won gates: paper-guard,
data-consistency/conservative-NLV, leverage-cap) | config ExecutionSettings. Tested with fake
data+broker (no network/IBKR): netting, leverage cap, buy-from-flat, in-band no-op, live-block,
inconsistent-data-block. 10/10 tests green. IBKR adapter (behind Broker port) is the next step.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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2026-06-09 13:52:32 +02:00 |
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